I know this is a real newbie question, but how can I make actual .exe files in JAVA?

[bcyde]

Is there any way to make JAVA executables? I remember hearing J++ and Symantec's Virtual Cafe (or something like that) can do it, but is there any other (free :}) way. If not, which one is better in terms of compiling? Does one compile better (more efficiently, speedier) than the other and how easy would it be to use J++ if I want to keep some semblance of portability.